V-Lab: Hub Cyber Security Ltd GJR-GARCH Volatility Analysis

V-Lab

Hub Cyber Security Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Sunday, March 5th, 2023:68.16% (-4.22%)

Analysis last updated: Saturday, March 4, 2023 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4066	13.21
$α$	0.0853	11.14
$β$	0.8672	127.10
$γ$	0.0676	3.66

Estimation Period:
May 6, 2011 to Mar 2, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts